Senior Audit Manager - Model Validation

Responsibilities

• Lead end-to-end Non-IT audit engagements and plan assignments
• Perform technical reviews of complex mathematical models, including machine learning and quantitative finance models
• Evaluate mathematical soundness, data lineage, and preprocessing pipelines for AI/ML models
• Functionally challenge model assumptions and calibration techniques
• Draft comprehensive audit reports and coordinate findings with stakeholders
• Analyze internal control systems and organizational processes
• Guide audit team members and perform quality reviews
• Support internal projects in line with regulatory requirements like MaRisk/KWG

Requirements

• Higher education degree in Finance, Economics, Business Management, or Law
• 5+ years of relevant work experience in banking audit or consultancy
• Experience with auditing techniques (ToD and ToE)
• Strong understanding of statistics, probability, econometrics, and machine learning
• Experience auditing quantitative models, backtesting, or stress testing
• Proficiency in reviewing code using Pandas, NumPy, Scikit-Learn, TensorFlow, or PyTorch
• Fluent in English and German
• Knowledge of regulatory standards (MaRisk/KWG/GwG)

Benefits

• Home office budget
• €1000 annual learning and development budget
• Competitive salary and variable remuneration
• Monthly meal allowance
• Deutschland ticket subsidy
• 28 vacation days (increasing with tenure)
• Opportunity to work abroad for up to 12 weeks per year

About the Company

Solaris is Europe's leading embedded finance platform. With a full German banking license and a proprietary B2B tech stack, Solaris empowers partners to offer compliant, customer-centric banking services across all industries.